+218.2%
GLD vs VGT
+797.7%
-579.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | +1.5% | -1.3% | 0.0% |
| 30D | +0.2% | +0.5% | -0.3% | +0.2% |
| 3M | +3.2% | +5.3% | -2.0% | +2.8% |
| 6M | -14.6% | +32.4% | -47.1% | -16.2% |
| YTD | +1.8% | +28.6% | -26.8% | 0.0% |
| 1Y | +20.7% | +37.6% | -16.9% | +18.3% |
| 3Y | +126.5% | +125.5% | +1.0% | +115.9% |
| 5Y | +140.0% | +135.2% | +4.9% | +126.8% |
| 10Y | +218.2% | +812.9% | -594.7% | +205.0% |
| All | +218.2% | +797.7% | -579.5% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling